CME Swiss Franc Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0314 |
1.0261 |
-0.0054 |
-0.5% |
1.0446 |
| High |
1.0331 |
1.0295 |
-0.0036 |
-0.3% |
1.0476 |
| Low |
1.0243 |
1.0114 |
-0.0130 |
-1.3% |
1.0233 |
| Close |
1.0250 |
1.0130 |
-0.0120 |
-1.2% |
1.0250 |
| Range |
0.0088 |
0.0182 |
0.0094 |
106.3% |
0.0243 |
| ATR |
0.0097 |
0.0103 |
0.0006 |
6.3% |
0.0000 |
| Volume |
32,750 |
40,460 |
7,710 |
23.5% |
147,461 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0609 |
1.0230 |
|
| R3 |
1.0543 |
1.0427 |
1.0180 |
|
| R2 |
1.0361 |
1.0361 |
1.0163 |
|
| R1 |
1.0246 |
1.0246 |
1.0147 |
1.0213 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0163 |
| S1 |
1.0064 |
1.0064 |
1.0113 |
1.0031 |
| S2 |
0.9998 |
0.9998 |
1.0097 |
|
| S3 |
0.9817 |
0.9883 |
1.0080 |
|
| S4 |
0.9635 |
0.9701 |
1.0030 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0892 |
1.0383 |
|
| R3 |
1.0805 |
1.0649 |
1.0316 |
|
| R2 |
1.0562 |
1.0562 |
1.0294 |
|
| R1 |
1.0406 |
1.0406 |
1.0272 |
1.0363 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0298 |
| S1 |
1.0163 |
1.0163 |
1.0227 |
1.0120 |
| S2 |
1.0076 |
1.0076 |
1.0205 |
|
| S3 |
0.9833 |
0.9920 |
1.0183 |
|
| S4 |
0.9590 |
0.9677 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0476 |
1.0114 |
0.0362 |
3.6% |
0.0133 |
1.3% |
5% |
False |
True |
34,731 |
| 10 |
1.0633 |
1.0114 |
0.0519 |
5.1% |
0.0111 |
1.1% |
3% |
False |
True |
27,653 |
| 20 |
1.0633 |
1.0114 |
0.0519 |
5.1% |
0.0104 |
1.0% |
3% |
False |
True |
16,218 |
| 40 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0084 |
0.8% |
3% |
False |
True |
8,175 |
| 60 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0076 |
0.7% |
3% |
False |
True |
5,463 |
| 80 |
1.0755 |
1.0114 |
0.0642 |
6.3% |
0.0074 |
0.7% |
3% |
False |
True |
4,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1066 |
|
2.618 |
1.0770 |
|
1.618 |
1.0589 |
|
1.000 |
1.0477 |
|
0.618 |
1.0407 |
|
HIGH |
1.0295 |
|
0.618 |
1.0226 |
|
0.500 |
1.0204 |
|
0.382 |
1.0183 |
|
LOW |
1.0114 |
|
0.618 |
1.0001 |
|
1.000 |
0.9932 |
|
1.618 |
0.9820 |
|
2.618 |
0.9638 |
|
4.250 |
0.9342 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0204 |
1.0292 |
| PP |
1.0180 |
1.0238 |
| S1 |
1.0155 |
1.0184 |
|